Market Risk Analyst
Company: Federal Home Loan Bank of Des Moines
Location: Des Moines
Posted on: November 26, 2022
- Assist with the maintenance and upgrade of the Bank's risk
management systems such as QRM and Principia.
- Assist with reporting and validating FAS 115 and 133 prices and
following up with vendors about price abnormalities.
- Assist with the month-end valuation of the Bank's balance sheet
including daily QRM market download and generating risk
- Assist with running long term income for the Bank and
generating reports for analysis and attribution.
- Support the preparation of Market Risk Committee (MRC),
Enterprise Risk Committee (ERC), Board, Compliance reports and
other reports related to the Bank's market risk exposure.
- Perform daily Mortgage Partnership Finance (MPF) mortgage whole
loan pricing and QRM market preparation.
- Prepare reports for the monthly valuation discussion including
investment price changes, hedge effectiveness results and market
- Provide support for ad hoc analysis related to the Bank's
market risk exposures and testing and validation of data related to
- Comply with internal controls and regulations.Qualifications:
- 1+ years of experience in financial analysis dealing with
complex financial instruments and derivatives.
- Strong analytical and computer skills in Excel, PowerPoint,
Word and relational databases such as SQL and Access; programming
- Ability to work in a team environment and to collaborate with
- Strong oral and written communication skills.
- Master's Degree in Finance, Economics, Mathematics, Statistics
or other quantitative or computing field.
Keywords: Federal Home Loan Bank of Des Moines, Des Moines , Market Risk Analyst, Professions , Des Moines, Iowa
Didn't find what you're looking for? Search again!